Maxima of continuous-time stationary stable processes
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Cites work
- Distributions of subadditive functionals of sample paths of infinitely divisible processes
- Ergodic theorems. With a supplement by Antoine Brunel
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Extremes and related properties of random sequences and processes
- scientific article; zbMATH DE number 1808203 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 53996 (Why is no real title available?)
- scientific article; zbMATH DE number 107615 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1027990 (Why is no real title available?)
- On extremal theory for stationary processes
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
- On the structure of stationary stable processes
- The Brunn-Minkowski inequality in Gauss space
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
Cited in
(29)- The supremum of a process with stationary independent and symmetric increments
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Maximal moments and uniform modulus of continuity for stable random fields
- On extremal index of max-stable random fields
- The tail process and tail measure of continuous time regularly varying stochastic processes
- Tail measures and regular variation
- Approximation of supremum of max-stable stationary processes \& Pickands constants
- Tail correlation functions of max-stable processes
- Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Null flows, positive flows and the structure of stationary symmetric stable processes
- On a maximum of stable Lévy processes
- Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift
- scientific article; zbMATH DE number 4215080 (Why is no real title available?)
- Nonsingular group actions and stationary S S random fields
- Ruin probability with certain stationary stable claims generated by conservative flows
- Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
- On Extremal Index of max-stable stationary processes
- On the continuity of Pickands constants
- Asymptotic stability of the maximum of normal stochastic processes
- Stable random fields, point processes and large deviations
- Shift-invariant homogeneous classes of random fields
- Cluster random fields and random-shift representations
- Coupled continuous time random maxima
- Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields
- On maxima of periodograms of stationary processes
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